Yeah, misses are not immediate and only break your combo after the missed arrows completely leave the judgment window. During that time, other arrows can come into play and you can hit them and it will count for your combo.

This is the reason the previous version of the challenge was nigh impossible, since you're often forced to miss 2 or 3 notes instead of just one in order to maintain a safe combo, making it realllly hard to get a 1:5 ratio.